The Tails of Probabilities Chosen From A Dirichlet Prior
Doss, Hani ; Sellke, Thomas
Ann. Statist., Tome 10 (1982) no. 1, p. 1302-1305 / Harvested from Project Euclid
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Let $\alpha$ be a finite nonnull measure on $\mathbb{R}$, and let the random distribution function $F$ be distributed according to $\mathbb{D}_\alpha$, where $\mathbb{D}_\alpha$ is the Dirichlet process prior with parameter $\alpha$; see Ferguson (1973). This note points out that, almost surely, the tails of $F$ are much smaller than the tails of $\alpha$.
Publié le : 1982-12-14
Classification:  Dirichlet process,  gamma process,  60G17,  62C10 
@article{1176345996,
     author = {Doss, Hani and Sellke, Thomas},
     title = {The Tails of Probabilities Chosen From A Dirichlet Prior},
     journal = {Ann. Statist.},
     volume = {10},
     number = {1},
     year = {1982},
     pages = { 1302-1305},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345996}
}

Doss, Hani; Sellke, Thomas. The Tails of Probabilities Chosen From A Dirichlet Prior. Ann. Statist., Tome 10 (1982) no. 1, pp.  1302-1305. http://gdmltest.u-ga.fr/item/1176345996/